-55.6%
KHC vs TDY
+479.2%
-534.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.6% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | +1.9% | -12.0% | +13.9% | +4.7% |
| 3M | +3.2% | -3.2% | +6.4% | +3.6% |
| 6M | +10.0% | -7.9% | +17.8% | +11.4% |
| YTD | +6.7% | +18.2% | -11.5% | +1.4% |
| 1Y | -0.9% | +6.7% | -7.5% | -3.6% |
| 3Y | -13.6% | +47.5% | -61.1% | -23.5% |
| 5Y | -12.8% | +39.5% | -52.3% | -22.8% |
| All | -55.6% | +479.2% | -534.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling